Adding thickness to a mesh in Blender
The Solidify modifier could be useful here. Go and check it out.

If you want to do buildings I would highly recommend that you "build" the house, instead of trying to carve it out of a block.

It would be a lot easier to build everything in pieces. Not everything has to be done in one piece in Blender. And you can always merge the Geometry later.

Build walls, cut windows into them. Add the window frames. Etc. 

Build the house, dont try and carve it out.